Results 261 to 270 of about 19,056,268 (297)

Humidity may amplify the temperature-related health risks in the context of climate change. [PDF]

open access: yesSci Rep
He Y   +8 more
europepmc   +1 more source

On a compound Poisson risk model with delayed claims and random incomes

Applied Mathematics and Computation, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yuanyuan Hao, Hu Yang 0001
openaire   +3 more sources

The survival probability in generalized compound poisson risk model

2010 International Conference on Intelligent Computing and Integrated Systems, 2010
In this paper we discuss the survival probabilities in the limited time when the individual claim amount obeys the gamma distribution and exponential distribution. At the same time for the classical compound Poisson model we also give a more precise expression about the survival probability in the limited time.
null Li Yu, null Xinbao Liu
openaire   +3 more sources

Optimal reinsurance in a compound Poisson risk model with dependence

Journal of Applied Mathematics and Computing, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wei Wei, Zhibin Liang, Kam Chuen Yuen
openaire   +4 more sources

Analysis of ruin measures for the classical compound Poisson risk model with dependence

Scandinavian Actuarial Journal, 2010
In this paper, we consider an extension to the classical compound Poisson risk model. Historically, it has been assumed that the claim amounts and claim inter-arrival times are independent. In this contribution, a dependence structure between the claim amount and the interclaim time is introduced through a Farlie–Gumbel–Morgenstern copula.
Héléne Cossette   +2 more
openaire   +3 more sources

On the compound Poisson risk model with dependence and a threshold dividend strategy

Statistics & Probability Letters, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shi, Yafeng, Liu, Peng, Zhang, Chunsheng
openaire   +4 more sources

Compound poisson models in actuarial risk theory

Journal of Econometrics, 1983
Abstract This paper deals with the relationship between the Compound Poisson distribution, Bayesian uncertainty (or mixing) models and infinite divisibility. It is shown that the Compound Poisson distribution arises in many situations in the theory of risk. A large number of recent results are reviewed and some new results are given.
Panjer, Harry H., Willmot, Gordon E.
openaire   +2 more sources

Compound Poisson approximations for individual models with dependent risks

Insurance: Mathematics and Economics, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Genest, Christian   +2 more
openaire   +2 more sources

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